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This research paper explores the performance of Machine Learning (ML) algorithms and techniques that can be used for financial asset price forecasting. The prediction and forecasting of asset prices and returns remains one of the most…

Statistical Finance · Quantitative Finance 2020-04-06 Philip Ndikum

We propose a strategy for land use classification which exploits Multiple Kernel Learning (MKL) to automatically determine a suitable combination of a set of features without requiring any heuristic knowledge about the classification task.…

Computer Vision and Pattern Recognition · Computer Science 2016-11-17 Claudio Cusano , Paolo Napoletano , Raimondo Schettini

Financial trading aims to build profitable strategies to make wise investment decisions in the financial market. It has attracted interests in the machine learning community for a long time. This paper proposes to trade financial assets…

Trading and Market Microstructure · Quantitative Finance 2021-09-14 Lin Li

Cryptocurrency trading is a challenging task requiring the integration of heterogeneous data from multiple modalities. Traditional deep learning and reinforcement learning approaches typically demand large training datasets and encode…

Trading and Market Microstructure · Quantitative Finance 2025-09-22 Siyi Wu , Junqiao Wang , Zhaoyang Guan , Leyi Zhao , Xinyuan Song , Xinyu Ying , Dexu Yu , Jinhao Wang , Hanlin Zhang , Michele Pak , Yangfan He , Yi Xin , Jianhui Wang , Tianyu Shi

Reinforcement learning can interact with the environment and is suitable for applications in decision control systems. Therefore, we used the reinforcement learning method to establish a foreign exchange transaction, avoiding the…

Machine Learning · Computer Science 2020-06-05 Yun-Cheng Tsai , Chun-Chieh Wang

Financial markets are difficult to predict due to its complex systems dynamics. Although there have been some recent studies that use machine learning techniques for financial markets prediction, they do not offer satisfactory performance…

Statistical Finance · Quantitative Finance 2022-01-31 Jia Wang , Tong Sun , Benyuan Liu , Yu Cao , Degang Wang

Object Categorization is a challenging problem, especially when the images have clutter background, occlusions or different lighting conditions. In the past, many descriptors have been proposed which aid object categorization even in such…

Computer Vision and Pattern Recognition · Computer Science 2016-04-13 Dinesh Govindaraj

As quantum computers become increasingly practical, so does the prospect of using quantum computation to improve upon traditional algorithms. Kernel methods in machine learning is one area where such improvements could be realized in the…

Quantum Physics · Physics 2023-05-30 Ara Ghukasyan , Jack S. Baker , Oktay Goktas , Juan Carrasquilla , Santosh Kumar Radha

Multiple kernel learning (MKL), structured sparsity, and multi-task learning have recently received considerable attention. In this paper, we show how different MKL algorithms can be understood as applications of either regularization on…

Machine Learning · Statistics 2011-03-03 Ryota Tomioka , Taiji Suzuki

This paper reports empirical evidence that a neural networks model is applicable to the statistically reliable prediction of foreign exchange rates. Time series data and technical indicators such as moving average, are fed to neural nets to…

Disordered Systems and Neural Networks · Physics 2016-08-31 V. V. Kondratenko , Yu. A Kuperin

In Computer Vision, problem of identifying or classifying the objects present in an image is called Object Categorization. It is a challenging problem, especially when the images have clutter background, occlusions or different lighting…

Computer Vision and Pattern Recognition · Computer Science 2016-04-26 Jyothi Korra

In this paper, we investigate the problem of predicting the future volatility of Forex currency pairs using the deep learning techniques. We show step-by-step how to construct the deep-learning network by the guidance of the empirical…

Statistical Finance · Quantitative Finance 2021-12-06 Shujian Liao , Jian Chen , Hao Ni

In this article, we develop a kernel-based framework for constructing dynamic, pathdependent trading strategies under a mean-variance optimisation criterion. Building on the theoretical results of (Muca Cirone and Salvi, 2025), we…

Trading and Market Microstructure · Quantitative Finance 2025-07-16 Owen Futter , Nicola Muca Cirone , Blanka Horvath

This papers introduces an algorithm for the solution of multiple kernel learning (MKL) problems with elastic-net constraints on the kernel weights. The algorithm compares very favourably in terms of time and space complexity to existing…

Machine Learning · Statistics 2019-04-08 Luca Citi

Kernel based Deep Learning using multi-layer kernel machines(MKMs) was proposed by Y.Cho and L.K. Saul in \cite{saul}. In MKMs they used only one kernel(arc-cosine kernel) at a layer for the kernel PCA-based feature extraction. We propose…

Computer Vision and Pattern Recognition · Computer Science 2021-11-30 Akhil Meethal , Asharaf S , Sumitra S

In the recent past, automatic selection or combination of kernels (or features) based on multiple kernel learning (MKL) approaches has been receiving significant attention from various research communities. Though MKL has been extensively…

Computer Vision and Pattern Recognition · Computer Science 2014-10-20 Raviteja Vemulapalli , Vinay Praneeth Boda , Rama Chellappa

In this paper, we study the problem of sparse multiple kernel learning (MKL), where the goal is to efficiently learn a combination of a fixed small number of kernels from a large pool that could lead to a kernel classifier with a small…

Machine Learning · Computer Science 2013-02-05 Rong Jin , Tianbao Yang , Mehrdad Mahdavi

Activity recognition from first-person (ego-centric) videos has recently gained attention due to the increasing ubiquity of the wearable cameras. There has been a surge of efforts adapting existing feature descriptors and designing new…

Computer Vision and Pattern Recognition · Computer Science 2017-06-06 Fatih Ozkan , Mehmet Ali Arabaci , Elif Surer , Alptekin Temizel

Thanks to the high potential for profit, trading has become increasingly attractive to investors as the cryptocurrency and stock markets rapidly expand. However, because financial markets are intricate and dynamic, accurately predicting…

Despite the recent progress towards efficient multiple kernel learning (MKL), the structured output case remains an open research front. Current approaches involve repeatedly solving a batch learning problem, which makes them inadequate for…

Machine Learning · Statistics 2010-10-15 Andre F. T. Martins , Mario A. T. Figueiredo , Pedro M. Q. Aguiar , Noah A. Smith , Eric P. Xing